Thanks for the reply Skyburn. It is SE5 he has the problem with. Saved Empire and Saved game folders are empty. He is able to load saved games, but when he tries to send me the files those folders are empty. Windows has hid the saved files somewhere.

Try looking for an SE5 directory in the "My Documents" directory. With the increasing security under Vista and Win 7 (and soon Win 8) more and more games are getting smart enough to save to an accessible directory instead of directly in the program directory. SE5 is some years old, but might have been prepared for this change as it was telegraphed in advance.